Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-17 00:00:00+00:00 0.623131 0.701818 0.790800 0.899755 1.030783 1.184855 1.382110
2024-11-24 00:00:00+00:00 0.531251 0.628122 0.745625 0.901250 1.106052 1.372545 1.756500
2024-12-01 00:00:00+00:00 0.451504 0.551972 0.679971 0.859450 1.112333 1.468977 2.036602
2024-12-08 00:00:00+00:00 0.393654 0.494037 0.627023 0.822411 1.114070 1.555581 2.326096
2024-12-15 00:00:00+00:00 0.365502 0.470821 0.615941 0.839685 1.194843 1.776281 2.906045
2024-12-22 00:00:00+00:00 0.347554 0.458807 0.617949 0.875136 1.309457 2.081431 3.772016
2024-12-29 00:00:00+00:00 0.327203 0.440753 0.608329 0.890237 1.392926 2.356197 4.725851
2025-01-05 00:00:00+00:00 0.308494 0.422937 0.596533 0.899297 1.466973 2.636011 5.873059
2025-01-12 00:00:00+00:00 0.289004 0.401950 0.577191 0.892192 1.508782 2.862293 7.051358
2025-01-19 00:00:00+00:00 0.265577 0.372890 0.541908 0.851967 1.477061 2.912439 7.736711
2025-01-26 00:00:00+00:00 0.254237 0.361812 0.534922 0.861978 1.550685 3.244003 9.739567
2025-02-02 00:00:00+00:00 0.245682 0.354394 0.533168 0.881287 1.648608 3.680748 12.779475
2025-02-09 00:00:00+00:00 0.232726 0.339289 0.517560 0.873217 1.687049 3.982534 15.820916
2025-02-16 00:00:00+00:00 0.222310 0.327602 0.506845 0.873483 1.746065 4.381429 20.423813
2025-02-23 00:00:00+00:00 0.207044 0.306753 0.477989 0.832726 1.694295 4.392444 22.433847
2025-03-02 00:00:00+00:00 0.193794 0.288575 0.452700 0.796818 1.648970 4.413463 24.758391
2025-03-09 00:00:00+00:00 0.188608 0.283877 0.451777 0.813040 1.746407 5.024430 35.513761
2025-03-16 00:00:00+00:00 0.185949 0.283315 0.458416 0.846710 1.901960 5.993492 59.273429
2025-03-23 00:00:00+00:00 0.181122 0.278581 0.456633 0.860986 2.005719 6.831592 94.769440
2025-03-30 00:00:00+00:00 0.175990 0.272966 0.452640 0.869537 2.094992 7.692475 157.348725
2025-04-06 00:00:00+00:00 0.169611 0.264716 0.442782 0.862694 2.133103 8.317757 246.361214
2025-04-13 00:00:00+00:00 0.160477 0.250984 0.421037 0.824252 2.056186 8.188096 280.511720
2025-04-20 00:00:00+00:00 0.156667 0.246877 0.418547 0.833785 2.149234 9.270539 613.856684